-100.0%
SOXS vs WU
-29.2%
-70.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.8% |
| 7D | -9.4% | -5.0% | -4.5% | -11.7% |
| 30D | +6.2% | -2.3% | +8.4% | +5.1% |
| 3M | -28.0% | -3.2% | -24.8% | -26.8% |
| 6M | -99.2% | -25.0% | -74.1% | -99.4% |
| YTD | -99.5% | -21.7% | -77.8% | -99.6% |
| 1Y | -99.7% | -9.0% | -90.8% | -99.8% |
| All | -100.0% | -29.2% | -70.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling